Next talk: February 17, 2026.
Tuesday - 5:00 pm (KSA)- (2:00 p.m GMT)
Zoom link: https://ksu-hub.zoom.us/j/97753107489
Speaker: Ibtissem Hdhiri, University of Gabes, Tunisia.
Title: Some classes of stochastic impulse control problems.
Abstract: In this talk, we consider a class of stochastic impulse control problem when there is a fixed delay ∆ between the decision and execution times. Unlike the most of existent literature, we consider the problem when the impulse size is decided at the execution time in both a risk-neutral and risk-sensitive cases. We provide approximating schemes allowing us to transform the problem into several stopping ones.
Objectives of the Al-Khwarizmi seminar: to share knowledge, problems, methods among researchers in applied mathematics from different backgrounds and countries.
Seminar details: the seminar occurs online every two weeks (Zoom link: https://ksu-hub.zoom.us/j/97753107489), with each talk lasting 50 minutes, followed by a 20-minute Q&A session.
Organizers: under the guidance of an international scientific committee, the webinar is led by researchers from Tunisian and Saudi universities (see our committee members).
Flexibility and collaboration: we aim at fostering collaborations and potential research projects or publications among researchers from all over the world, thus everyone is welcome to suggest a talk by sending a message to any of these emails: rafik.aguech@ipeit.rnu.tn, nabil.gmati@enit.utm.tn, wissem.jedidi@fst.utm.tn, aalhammali@iau.edu.sa
Support: AGALab-Monastir, LAMSIN-Tunis, the Mediterranean Institute for the Mathematical Sciences, and the Tunisian Mathematical Society.